Making 3D object from a SVG file
Blender can import SVG files:
File > Import > Scalable Vector Graphics (.svg)



Depending on the dimensions of the original file, the curves could be very small or big.

If you can't see the imported curves in 3D VIEW, use the Outliner to select them and scale.



Because the origin is set at the point (0,0) of the original file, you could have to set its position.



Apply the scale (Ctrl + A > Scale)



Set material and other stuffs.

Open the Properties Panel and set the Extrusion Value.

If the extrusion is excessive regarding the input value (see the example below), you have to select all the Control Points and reduce the Mean Radius in the Properties (N).




That's it!
Now you can adjust every value as well as for any curve: bevel, resolution, fill type...

I suggest you to read the online manual:

http://www.blender.org/manual/modeling/curves/editing/introduction.html?highlight=curves

http://wiki.blender.org/index.php/Doc:2.4/Manual/Modeling/Curves

http://www.blender.org/manual/modeling/curves/editing/advanced.html?highlight=curve%20extrusion#curve-extrusion